+230.8%
TPR vs XRT
-4.1%
+234.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +1.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +15.1% | +7.5% | +7.6% | +7.1% |
| 3M | -13.4% | +2.3% | -15.7% | -15.7% |
| 6M | +1.4% | +12.8% | -11.5% | -10.2% |
| YTD | +4.8% | +7.1% | -2.3% | -2.4% |
| 1Y | +29.2% | +12.3% | +16.9% | +15.0% |
| 3Y | +403.7% | +57.0% | +346.7% | +230.4% |
| 5Y | +230.8% | -4.3% | +235.1% | +248.0% |
| All | +230.8% | -4.1% | +234.9% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling